LIBOR WATERFALL METHODOLOGY TEST RATES

ICE Benchmark Administration Limited has published test rates relating to a three-month testing period during which all 20 LIBOR panel banks were required to make parallel LIBOR submissions. These parallel submissions used the evolved waterfall methodology set out in the ICE LIBOR output statement. The test rates are published alongside previously published LIBOR using the existing methodology for the same period.

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The data provided on this webpage is historical, in the case of the LIBOR Waterfall Methodology Test Rates relates to a three-month test period, and is provided for information purposes only. Historical data may not be indicative of future data, and none of the data is intended to constitute any invitation or inducement to engage in any investment activity. To the fullest extent permitted by applicable law, neither ICE Benchmark Administration Limited, Intercontinental Exchange, Inc. nor any of its or their affiliates will be liable in contract or tort (including negligence), for breach of statutory duty or nuisance or under antitrust laws or otherwise, in respect of any damage, expense or other loss you may suffer arising out of or in connection with such data or any reliance you may place upon it.

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